Investigating the properties, explaining, and predicting the behaviour of a physical system described by a system (matrix) pencil often require the understanding of how canonical structure information of the system pencil may change, e.g., how eigenvalues coalesce or split apart, due to perturbations in the matrix pencil elements. Often these system pencils have different block-partitioning and / or symmetries. We study changes of the congruence canonical form of a complex skew-symmetric matrix pencil under small perturbations. The problem of computing the congruence canonical form is known to be ill-posed: both the canonical form and the reduction transformation depend discontinuously on the entries of a pencil. Thus it is important to know the canonical forms of all such pencils that are close to the investigated pencil. One way to investigate this problem is to construct the stratification of orbits and bundles of the pencils. To be precise, for any problem dimension we construct the closure hierarchy graph for congruence orbits or bundles. Each node (vertex) of the graph represents an orbit (or a bundle) and each edge represents the cover/closure relation. Such a relation means that there is a path from one node to another node if and only if a skew-symmetric matrix pencil corresponding to the first node can be transformed by an arbitrarily small perturbation to a skew-symmetric matrix pencil corresponding to the second node. From the graph it is straightforward to identify more degenerate and more generic nearby canonical structures. A necessary (but not sufficient) condition for one orbit being in the closure of another is that the first orbit has larger codimension than the second one. Therefore we compute the codimensions of the congruence orbits (or bundles). It is done via the solutions of an associated homogeneous system of matrix equations. The complete stratification is done by proving the relation between equivalence and congruence for the skew-symmetric matrix pencils. This relation allows us to use the known result about the stratifications of general matrix pencils (under strict equivalence) in order to stratify skew-symmetric matrix pencils under congruence. Matlab functions to work with skew-symmetric matrix pencils and a number of other types of symmetries for matrices and matrix pencils are developed and included in the Matrix Canonical Structure (MCS) Toolbox.